Publication detail

Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model

HRDLIČKOVÁ, Z.

Original Title

Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model

Type

journal article - other

Language

English

Original Abstract

The test of an equality of expected values of response vectors in one-way MANOVA type multivariate generalized linear models can be based on deviance or score statistic. This paper aims at approximation of the power of these tests under local alternatives. As indicated by presented simulation study, these approximations perform well over a wide range of models and sample sizes. Approximation of the power of these tests based on a noncentral chi-square distribution derived by Fahrmeir [Fahrmeir, L., 1987. Asymptotic testing theory for generalized linear models. Statistics 18 (1), 65-76] is considered for comparison in the simulation study. The approximation derived in this paper performs better for small sample sizes. The simulation study also provides comparison of the considered tests.

Keywords

Multivariate generalized linear model; Deviance; Score statistic; Power One-way MANOVA; One-way ANOVA

Authors

HRDLIČKOVÁ, Z.

RIV year

2008

Released

16. 4. 2008

Publisher

Elsevier

Location

Amsterdam

ISBN

0167-9473

Periodical

COMPUTATIONAL STATISTICS & DATA ANALYSIS

Year of study

52

Number

8

State

Kingdom of the Netherlands

Pages from

4059

Pages to

4075

Pages count

17

URL

http://www.sciencedirect.com/science/article/pii/S0167947308000261

BibTex

@article{BUT45042,
  author="Zuzana {Hübnerová}",
  title="Approximation of powers of some tests in one-way MANOVA type multivariate generalized linear model",
  journal="COMPUTATIONAL STATISTICS & DATA ANALYSIS",
  year="2008",
  volume="52",
  number="8",
  pages="4059--4075",
  doi="10.1016/j.csda.2008.01.014",
  issn="0167-9473",
  url="http://www.sciencedirect.com/science/article/pii/S0167947308000261"
}